A Semiparametric Gaussian Copula Regression Model for Predicting Financial Risks from Earnings Calls.
William Yang WangZhenhao HuaPublished in: ACL (1) (2014)
Keyphrases
- semi parametric
- regression model
- risk management
- stock price
- linear model
- model selection
- maximum likelihood
- prediction model
- gaussian process
- regression analysis
- multivariate regression
- explanatory variables
- support vector regression
- interval valued data
- constrained optimization
- neural network
- gaussian mixture model
- marginal distributions
- random variables
- high dimensional data
- feature selection